-26.2%
WDAY vs AMP
+64.9%
-91.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.7% | +0.3% |
| 7D | -7.4% | 0.0% | -7.4% | -7.3% |
| 30D | +1.0% | -1.0% | +2.0% | +1.6% |
| 3M | +32.7% | +23.2% | +9.4% | +21.1% |
| 6M | +25.6% | +20.4% | +5.2% | +15.5% |
| YTD | -13.4% | +13.6% | -27.0% | -18.4% |
| 1Y | -19.4% | +13.4% | -32.7% | -24.1% |
| All | -26.2% | +64.9% | -91.2% | -43.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AMP.
Daily Out/Under-Performance
Portfolio return minus AMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded AMP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling